Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
6,982.5 |
6,925.0 |
-57.5 |
-0.8% |
7,100.0 |
High |
7,003.5 |
7,061.0 |
57.5 |
0.8% |
7,155.5 |
Low |
6,897.0 |
6,917.5 |
20.5 |
0.3% |
6,958.0 |
Close |
6,946.5 |
7,048.5 |
102.0 |
1.5% |
7,026.0 |
Range |
106.5 |
143.5 |
37.0 |
34.7% |
197.5 |
ATR |
107.3 |
109.9 |
2.6 |
2.4% |
0.0 |
Volume |
130,051 |
106,679 |
-23,372 |
-18.0% |
646,777 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,439.5 |
7,387.5 |
7,127.5 |
|
R3 |
7,296.0 |
7,244.0 |
7,088.0 |
|
R2 |
7,152.5 |
7,152.5 |
7,075.0 |
|
R1 |
7,100.5 |
7,100.5 |
7,061.5 |
7,126.5 |
PP |
7,009.0 |
7,009.0 |
7,009.0 |
7,022.0 |
S1 |
6,957.0 |
6,957.0 |
7,035.5 |
6,983.0 |
S2 |
6,865.5 |
6,865.5 |
7,022.0 |
|
S3 |
6,722.0 |
6,813.5 |
7,009.0 |
|
S4 |
6,578.5 |
6,670.0 |
6,969.5 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,639.0 |
7,530.0 |
7,134.5 |
|
R3 |
7,441.5 |
7,332.5 |
7,080.5 |
|
R2 |
7,244.0 |
7,244.0 |
7,062.0 |
|
R1 |
7,135.0 |
7,135.0 |
7,044.0 |
7,091.0 |
PP |
7,046.5 |
7,046.5 |
7,046.5 |
7,024.5 |
S1 |
6,937.5 |
6,937.5 |
7,008.0 |
6,893.0 |
S2 |
6,849.0 |
6,849.0 |
6,990.0 |
|
S3 |
6,651.5 |
6,740.0 |
6,971.5 |
|
S4 |
6,454.0 |
6,542.5 |
6,917.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,094.0 |
6,897.0 |
197.0 |
2.8% |
119.5 |
1.7% |
77% |
False |
False |
129,932 |
10 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
108.0 |
1.5% |
59% |
False |
False |
116,939 |
20 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
109.5 |
1.6% |
65% |
False |
False |
123,743 |
40 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
105.5 |
1.5% |
32% |
False |
False |
122,514 |
60 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
93.0 |
1.3% |
32% |
False |
False |
108,096 |
80 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
80.5 |
1.1% |
26% |
False |
False |
81,085 |
100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
70.5 |
1.0% |
26% |
False |
False |
64,869 |
120 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
64.5 |
0.9% |
26% |
False |
False |
54,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,671.0 |
2.618 |
7,436.5 |
1.618 |
7,293.0 |
1.000 |
7,204.5 |
0.618 |
7,149.5 |
HIGH |
7,061.0 |
0.618 |
7,006.0 |
0.500 |
6,989.0 |
0.382 |
6,972.5 |
LOW |
6,917.5 |
0.618 |
6,829.0 |
1.000 |
6,774.0 |
1.618 |
6,685.5 |
2.618 |
6,542.0 |
4.250 |
6,307.5 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
7,029.0 |
7,026.0 |
PP |
7,009.0 |
7,004.0 |
S1 |
6,989.0 |
6,981.5 |
|